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Consider any supercritical Galton-Watson process which may become extinct with positive probability. It is a well-understood and intuitively obvious phenomenon that,on the survival set, the process ma...
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimizati...
In wireless data networks the optimal routing of data depends on the link capacities which, in turn, are determined by the allocation of communications resources (such as powers and bandwidths) to the...
We present a simple distributed algorithm for analyzing well-posedness and stability of a system composed of different sub-units, interconnected over an arbitrary graph. The procedure consists in solv...
The focus of this paper is to develop a framework for distributed estimation via convex optimization. We deal with a network of complex sensor subsystems with local estimation and signal processing. M...
We develop computational bounds on performance for causal state feedback stochastic control with linear dynamics, arbitrary noise distribution, and arbitrary input constraint set. This can be very use...
The time-frequency and time-scale communities have recently developed a large number of overcomplete waveform dictionariesstationary wavelets, wavelet packets, cosine packets, chirplets, and warple...
In this paper, we consider the problem of modelling historical data on retail credit portfolio performance, with a view to forecasting future performance, and facilitating strategic decision making. W...
We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tens...
The Brier Score is a widely-used criterion to assess the quality of probabilistic predictions of binary events. The expectation value of the Brier Score can be decomposed into the sum of three compone...
This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy ...
In the game of Scrabble, letter tiles are drawn uniformly at random from a bag. The variability of possible draws as the game progresses is a source of variation that makes it more likely for an infer...
Variables in high-dimensional data sets common in neuroimaging, spatial statistics, time series and genomics often exhibit complex dependencies. Conventional multivariate analysis techniques often ign...
Variables in high-dimensional data sets common in neuroimaging, spatial statistics, time series and genomics often exhibit complex dependencies. Conventional multivariate analysis techniques often ign...
We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are the noisy realizations of the sum of an (appproximately) lo...

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